Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
15.07.2024 | 1.32% | 0.73 CHF | 0.74 CHF | 240'000 | 240'000 | 238'983 | 238'983 | 180'078 CHF | 182'467 CHF | 100.00% | 100.00% |
12.07.2024 | 1.30% | 0.78 CHF | 0.79 CHF | 220'000 | 220'000 | 236'663 | 236'663 | 181'343 CHF | 183'710 CHF | 99.97% | 99.97% |
11.07.2024 | 1.33% | 0.76 CHF | 0.77 CHF | 240'000 | 240'000 | 238'800 | 238'800 | 178'761 CHF | 181'151 CHF | 99.99% | 99.99% |
10.07.2024 | 1.36% | 0.73 CHF | 0.74 CHF | 240'000 | 240'000 | 239'010 | 239'010 | 175'175 CHF | 177'565 CHF | 100.00% | 100.00% |
09.07.2024 | 1.28% | 0.75 CHF | 0.76 CHF | 240'000 | 240'000 | 230'683 | 230'683 | 178'453 CHF | 180'759 CHF | 100.00% | 100.00% |
08.07.2024 | 1.25% | 0.79 CHF | 0.80 CHF | 220'000 | 220'000 | 219'353 | 219'353 | 174'837 CHF | 177'030 CHF | 100.00% | 100.00% |
05.07.2024 | 1.21% | 0.80 CHF | 0.81 CHF | 220'000 | 220'000 | 219'093 | 219'093 | 180'203 CHF | 182'394 CHF | 99.99% | 99.99% |
04.07.2024 | 1.23% | 0.82 CHF | 0.83 CHF | 220'000 | 220'000 | 219'093 | 219'093 | 177'223 CHF | 179'414 CHF | 100.00% | 100.00% |
03.07.2024 | 1.24% | 0.81 CHF | 0.82 CHF | 220'000 | 220'000 | 219'093 | 219'093 | 175'039 CHF | 177'230 CHF | 100.00% | 100.00% |
02.07.2024 | 1.30% | 0.77 CHF | 0.78 CHF | 240'000 | 240'000 | 239'009 | 239'009 | 182'992 CHF | 185'382 CHF | 99.99% | 99.99% |